+79.1%
CMG vs RPRX
+57.8%
+21.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.1% |
| 7D | -1.5% | -2.8% | +1.3% | -0.9% |
| 30D | +12.7% | +7.2% | +5.6% | +11.0% |
| 3M | +26.3% | +10.9% | +15.4% | +23.3% |
| 6M | +4.5% | +34.6% | -30.1% | -2.2% |
| YTD | -0.1% | +59.0% | -59.1% | -9.9% |
| 1Y | -6.8% | +72.5% | -79.3% | -17.6% |
| 3Y | -5.0% | +124.1% | -129.1% | -22.1% |
| 5Y | -3.0% | +75.9% | -79.0% | -13.5% |
| All | +79.1% | +57.8% | +21.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling